Computer Assisted Multicrossvalidation in Regression Analysis
- 1 March 1982
- journal article
- Published by SAGE Publications in Educational and Psychological Measurement
- Vol. 42 (1) , 187-193
- https://doi.org/10.1177/0013164482421019
Abstract
The technique of multicrossvalidation, an extension of the method of double crossvalidation was discussed and compared with analytical "formulae" methods for estimation of shrinkage of the multiple coefficient of correlation. The computer implementation of the suggested multicrossvalidation algorithm was described. The validity of analytical estimates was evaluated jointly with multicrossvalidated R's within the framework of amorphous and prestructured data sets.Keywords
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